+48.7%
ADP vs IEF
-8.2%
+56.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +12.8% | +1.8% | +11.0% | +12.3% |
| 3M | +12.3% | -1.2% | +13.5% | +12.6% |
| 6M | +45.4% | -2.5% | +47.9% | +46.1% |
| YTD | +21.4% | -2.5% | +23.9% | +22.0% |
| 1Y | +23.7% | -2.3% | +26.0% | +24.2% |
| 3Y | +43.6% | +11.3% | +32.4% | +39.3% |
| 5Y | +48.7% | -7.6% | +56.3% | +41.9% |
| All | +48.7% | -8.2% | +56.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling